+38.9%
NYT vs PENG
+100.5%
-61.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.7% | +0.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +4.5% | -15.2% | +19.6% | +5.4% |
| 3M | -8.5% | -16.9% | +8.4% | -8.8% |
| 6M | -15.1% | +161.5% | -176.6% | -25.1% |
| YTD | -3.3% | +148.6% | -151.9% | -14.6% |
| 1Y | +17.0% | +89.6% | -72.6% | +5.7% |
| 3Y | +55.7% | +99.8% | -44.1% | +31.5% |
| 5Y | +38.9% | +100.9% | -62.0% | +15.9% |
| All | +38.9% | +100.5% | -61.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling